Sharon Kozicki - Latest - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-29T14:39:36+00:00Estimation and Inference by the Method of Projection Minimum Distance
https://www.bankofcanada.ca/2007/12/working-paper-2007-56/
A covariance-stationary vector of variables has a Wold representation whose coefficients can be semi-parametrically estimated by local projections (Jordà, 2005). Substituting the Wold representations for variables in model expressions generates restrictions that can be used by the method of minimum distance to estimate model parameters.2007-12-02T09:26:00+00:00enEstimation and Inference by the Method of Projection Minimum Distance2007-12-02Econometric and statistical methodsWorking Paper 2007-56 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp07-56.pdfEstimation and Inference by the Method of Projection Minimum DistanceÒscar JordàSharon KozickiDecember 2007CC3C32C5C53EE4E47